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positive_eps_streak on NELNET INC (NNI)

SIC 6141 — Personal Credit Institutions · CIK 1258602 · default direction: long

Definition

Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.

Every time the signal fired on NNI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-1.17%+0.63%-1.82%
FY20242025-02-272025-02-27+9.58%+6.20%+2.01%+2.45%+19.09%
FY20232024-02-272024-02-27-4.25%-1.63%+4.68%+22.02%+39.81%
FY20222023-02-282023-02-28-3.32%-2.29%-3.60%-0.82%-7.39%
FY20212022-02-282022-02-28+1.10%+1.24%+6.08%+3.82%+13.92%
FY20202021-02-252021-02-25+3.86%+5.99%+5.25%+7.65%+14.77%
FY20192020-02-272020-02-27-3.33%-6.48%-19.77%-11.09%+33.94%
FY20182019-02-272019-02-27+3.32%+1.53%+2.75%+14.21%+4.83%
FY20172018-02-272018-02-27+7.23%+6.61%+0.08%+21.45%+7.51%
FY20162017-02-272017-02-27-12.04%-11.69%-17.73%-21.35%+2.63%
FY20152016-02-252016-02-25+1.88%+7.95%+8.97%-1.33%+41.12%
FY20142015-02-272015-02-27+0.82%+1.16%+1.31%-9.52%-18.37%
FY20132014-02-272014-02-27+10.04%+18.68%+10.04%+11.71%+29.01%
FY20122013-02-282013-02-28+3.07%+3.95%+1.87%+16.03%+22.16%

Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.

Universe-wide calibration (this signal across all companies)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+13.65%+64.44%long+13.47%22+0.27

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.


Data: /api/company/1258602/financials